+550.0%
LNG vs STLA
+55.1%
+494.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | -4.7% | -2.9% | -1.8% | -4.1% |
| 30D | +3.8% | +0.9% | +2.9% | +3.5% |
| 3M | +16.2% | -21.6% | +37.8% | +21.0% |
| 6M | +11.7% | -21.6% | +33.3% | +15.1% |
| YTD | +44.2% | -50.4% | +94.6% | +61.8% |
| 1Y | +18.6% | -43.6% | +62.1% | +28.0% |
| 3Y | +77.4% | -66.4% | +143.8% | +107.8% |
| 5Y | +232.3% | -62.3% | +294.6% | +265.6% |
| All | +550.0% | +55.1% | +494.9% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling